✦ LIBER ✦

Affine Point Processes and Portfolio Credit Risk

✍ Scribed by Errais, Eymen; Giesecke, Kay; Goldberg, Lisa R.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Credit risk modeling with affine process

✍ Darrell Duffie 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 505 KB

TRANSFORM ANALYSIS FOR POINT PROCESSES A

✍ Kay Giesecke; Shilin Zhu 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 614 KB

Credit portfolio risk and asset price cy

✍ Klaus Rheinberger; Martin Summer 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 597 KB

Risk-Based Capital and Credit Insurance

✍ Van Son Lai; Issouf Soumaré 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 359 KB

Credit portfolios: What defines risk hor

✍ Silvan Ebnöther; Paolo Vanini 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 282 KB

LARGE DEVIATIONS IN MULTIFACTOR PORTFOLI

✍ Paul Glasserman; Wanmo Kang; Perwez Shahabuddin 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 244 KB